-19.4%
PCG vs PLUG
-63.1%
+43.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.0% | +9.7% | +0.8% |
| 7D | -0.5% | -3.2% | +2.7% | -0.4% |
| 30D | +0.8% | -18.7% | +19.5% | +1.1% |
| 3M | -22.0% | -35.3% | +13.3% | -21.5% |
| 6M | -17.1% | -56.2% | +39.2% | -16.1% |
| YTD | -16.9% | -30.7% | +13.9% | -16.7% |
| 1Y | -19.1% | -46.7% | +27.6% | -18.6% |
| 3Y | -19.4% | -61.3% | +41.9% | -18.9% |
| All | -19.4% | -63.1% | +43.7% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling